Thierry Roncalli

Identifiers

• name variant Thierry Roncalli 0.60 · backfill

Papers (5)

1. Financial Applications of Gaussian Processes and Bayesian Optimization q-fin.PM · 2019 · author #3
2. Robust Asset Allocation for Robo-Advisors q-fin.PM · 2019 · author #3
3. Constrained Risk Budgeting Portfolios: Theory, Algorithms, Applications & Puzzles q-fin.PM · 2019 · author #2
4. Introduction to Risk Parity and Budgeting q-fin.PM · 2014 · author #1
5. A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios q-fin.PM · 2013 · author #3

Mentions

• 1403.1889 #1 · backfill · confidence 0.70 Thierry Roncalli
• 1311.4057 #3 · backfill · confidence 0.70 Thierry Roncalli

Frequent Coauthors

• Edmond Lezmi 2 shared papers
• Jean-Charles Richard 2 shared papers
• Jiali Xu 1 shared papers
• Joan Gonzalvez 1 shared papers
• Th\'eophile Griveau-Billion 1 shared papers
• Thibault Bourgeron 1 shared papers